+97.0%
DVA vs ALC
+1.2%
+95.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.3% | -5.0% |
| 7D | -10.7% | -6.2% | -4.5% | -10.0% |
| 30D | -4.4% | +14.0% | -18.4% | -5.4% |
| 3M | -4.1% | -2.4% | -1.7% | -4.1% |
| 6M | -13.2% | +12.6% | -25.8% | -14.0% |
| YTD | +53.2% | -8.4% | +61.6% | +54.2% |
| 1Y | +40.8% | -9.1% | +50.0% | +41.9% |
| All | +97.0% | +1.2% | +95.8% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling